+22,282.0%
SYK vs OKE
+15,943.7%
+6,338.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | 0.0% | -12.3% | -12.4% |
| 30D | -22.4% | +4.6% | -27.0% | -23.5% |
| 3M | -12.3% | +6.9% | -19.3% | -14.1% |
| 6M | -24.3% | +15.8% | -40.1% | -27.7% |
| YTD | -22.8% | +35.2% | -58.0% | -29.5% |
| 1Y | -28.8% | +37.6% | -66.4% | -35.4% |
| 3Y | -4.0% | +72.0% | -76.0% | -19.3% |
| 5Y | +3.8% | +139.0% | -135.1% | -21.2% |
| 10Y | +172.8% | +258.7% | -85.9% | +66.9% |
| All | +22,282.0% | +15,943.7% | +6,338.3% | +4,955.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling